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BKEM vs. SPEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKEM vs. SPEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Emerging Markets Equity ETF (BKEM) and SPDR Portfolio Emerging Markets ETF (SPEM). The values are adjusted to include any dividend payments, if applicable.

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BKEM vs. SPEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKEM
BNY Mellon Emerging Markets Equity ETF
5.83%30.55%7.53%8.68%-19.43%-3.91%47.53%
SPEM
SPDR Portfolio Emerging Markets ETF
0.21%25.63%11.40%10.51%-17.90%1.51%45.03%

Returns By Period

In the year-to-date period, BKEM achieves a 5.83% return, which is significantly higher than SPEM's 0.21% return.


BKEM

1D
3.62%
1M
-8.93%
YTD
5.83%
6M
9.17%
1Y
33.56%
3Y*
15.90%
5Y*
3.63%
10Y*

SPEM

1D
3.17%
1M
-7.13%
YTD
0.21%
6M
1.89%
1Y
22.70%
3Y*
14.39%
5Y*
4.29%
10Y*
8.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKEM vs. SPEM - Expense Ratio Comparison

Both BKEM and SPEM have an expense ratio of 0.11%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BKEM vs. SPEM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKEM
BKEM Risk / Return Rank: 8585
Overall Rank
BKEM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BKEM Sortino Ratio Rank: 8585
Sortino Ratio Rank
BKEM Omega Ratio Rank: 8484
Omega Ratio Rank
BKEM Calmar Ratio Rank: 8585
Calmar Ratio Rank
BKEM Martin Ratio Rank: 8585
Martin Ratio Rank

SPEM
SPEM Risk / Return Rank: 7474
Overall Rank
SPEM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPEM Sortino Ratio Rank: 7474
Sortino Ratio Rank
SPEM Omega Ratio Rank: 7474
Omega Ratio Rank
SPEM Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPEM Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKEM vs. SPEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Emerging Markets Equity ETF (BKEM) and SPDR Portfolio Emerging Markets ETF (SPEM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BKEMSPEMDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.28

+0.40

Sortino ratio

Return per unit of downside risk

2.26

1.80

+0.46

Omega ratio

Gain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratio

Return relative to maximum drawdown

2.53

1.82

+0.71

Martin ratio

Return relative to average drawdown

9.54

7.01

+2.53

BKEM vs. SPEM - Sharpe Ratio Comparison

The current BKEM Sharpe Ratio is 1.68, which is higher than the SPEM Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BKEM and SPEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKEMSPEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.28

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.25

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.21

+0.37

Correlation

The correlation between BKEM and SPEM is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BKEM vs. SPEM - Dividend Comparison

BKEM's dividend yield for the trailing twelve months is around 2.13%, less than SPEM's 2.77% yield.


TTM20252024202320222021202020192018201720162015
BKEM
BNY Mellon Emerging Markets Equity ETF
2.13%2.25%2.76%3.02%3.15%2.22%1.78%0.00%0.00%0.00%0.00%0.00%
SPEM
SPDR Portfolio Emerging Markets ETF
2.77%2.77%2.78%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%

Drawdowns

BKEM vs. SPEM - Drawdown Comparison

The maximum BKEM drawdown since its inception was -39.48%, smaller than the maximum SPEM drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for BKEM and SPEM.


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Drawdown Indicators


BKEMSPEMDifference

Max Drawdown

Largest peak-to-trough decline

-39.48%

-64.41%

+24.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-12.35%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-36.65%

-31.94%

-4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

Current Drawdown

Current decline from peak

-9.96%

-8.56%

-1.40%

Average Drawdown

Average peak-to-trough decline

-16.41%

-14.87%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.20%

+0.28%

Volatility

BKEM vs. SPEM - Volatility Comparison

BNY Mellon Emerging Markets Equity ETF (BKEM) has a higher volatility of 10.47% compared to SPDR Portfolio Emerging Markets ETF (SPEM) at 8.25%. This indicates that BKEM's price experiences larger fluctuations and is considered to be riskier than SPEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKEMSPEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.47%

8.25%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

12.23%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

17.79%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.32%

16.95%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

18.76%

+0.12%